diff --git a/exchange/aevo.go b/exchange/aevo.go
index aaa7bb0..a45bcbd 100644
--- a/exchange/aevo.go
+++ b/exchange/aevo.go
@@ -47,7 +47,7 @@ func NewAevoWS(tracked []TrackedSymbol) *AevoWS {
 }
 
 // Run connects to Aevo WS and streams ticker data.
-func (a *AevoWS) Run(updateFn func(coin string, price float64)) error {
+func (a *AevoWS) Run(updateFn func(coin string, price, bid, ask float64)) error {
 	a.Conn.OnConnect = func() {
 		log.Printf("[Aevo WS] Connected, subscribing to %d tickers", len(a.Tracked))
 
@@ -120,7 +120,7 @@ func (a *AevoWS) Run(updateFn func(coin string, price float64)) error {
 			}
 
 			if price > 0 {
-				updateFn(coin, price)
+				updateFn(coin, price, 0, 0) // B#7: pass bid=ask=0 for 4-arg signature
 			}
 		}
 	}
diff --git a/exchange/bitget_trade.go b/exchange/bitget_trade.go
index 859730c..e1a9efe 100644
--- a/exchange/bitget_trade.go
+++ b/exchange/bitget_trade.go
@@ -7,6 +7,7 @@ import (
 	"encoding/json"
 	"fmt"
 	"io"
+	"math"
 	"net/http"
 	"strings"
 	"time"
@@ -95,6 +96,7 @@ func (b *BitgetTrade) sign(method, requestPath, timestamp, body string) string {
 // GetBitgetSize calculates the contract size for a given USD amount.
 // Returns size as a decimal string complying with Bitget's USDT-FUTURES precision.
 // Enforces the exchange's minimum: minTradeNum contracts AND $5 min notional.
+// Uses math.Floor to round DOWN to the nearest valid step (B#5: prevent rounding up).
 func GetBitgetSize(symbol string, amountUSD, price float64) string {
 	if amountUSD < 5 {
 		amountUSD = 5 // Bitget minimum notional
@@ -106,28 +108,34 @@ func GetBitgetSize(symbol string, amountUSD, price float64) string {
 		if sz < 1 {
 			sz = 1
 		}
+		sz = math.Floor(sz) // step=1
 		return fmt.Sprintf("%.0f", sz) // minTradeNum=1, sizeMultiplier=1
 	case "LINKUSDT":
 		if sz < 1 {
 			sz = 1
 		}
+		sz = math.Floor(sz) // step=1
 		return fmt.Sprintf("%.0f", sz) // minTradeNum=1, sizeMultiplier=1
 	case "ONDOUSDT":
+		sz = math.Floor(sz*10) / 10 // step=0.1
 		if sz < 0.1 {
 			sz = 0.1
 		}
 		return fmt.Sprintf("%.1f", sz) // minTradeNum=0.1, sizeMultiplier=0.1
 	case "OPUSDT":
+		sz = math.Floor(sz*10) / 10 // step=0.1
 		if sz < 0.1 {
 			sz = 0.1
 		}
 		return fmt.Sprintf("%.1f", sz) // minTradeNum=0.1, sizeMultiplier=0.1
 	case "WIFUSDT":
+		sz = math.Floor(sz*10) / 10 // step=0.1
 		if sz < 0.1 {
 			sz = 0.1
 		}
 		return fmt.Sprintf("%.1f", sz) // minTradeNum=0.1, sizeMultiplier=0.1
 	case "ARBUSDT":
+		sz = math.Floor(sz*100) / 100 // step=0.01
 		if sz < 0.01 {
 			sz = 0.01
 		}
diff --git a/exchange/connector.go b/exchange/connector.go
index b79b00c..e2ae6c0 100644
--- a/exchange/connector.go
+++ b/exchange/connector.go
@@ -1,8 +1,8 @@
 package exchange
 
 import (
-	"fmt"
 	"log"
+	"strconv"
 	"time"
 
 	"github.com/gorilla/websocket"
@@ -148,9 +148,10 @@ func (pc *PriceConnector) SendJSON(v interface{}) error {
 }
 
 // Helper: parse float from string
+// B#8: use strconv.ParseFloat instead of fmt.Sscanf
 func parseFloat(s string) float64 {
-	var f float64
-	if _, err := fmt.Sscanf(s, "%f", &f); err != nil {
+	f, err := strconv.ParseFloat(s, 64)
+	if err != nil {
 		return 0
 	}
 	return f
diff --git a/exchange/dydx.go b/exchange/dydx.go
index ffe7500..cda04cd 100644
--- a/exchange/dydx.go
+++ b/exchange/dydx.go
@@ -3,13 +3,16 @@ package exchange
 import (
 	"encoding/json"
 	"log"
+	"sync"
 	"time"
 )
 
 // DydxWS connects to dYdX v4 WebSocket for market data (oracle prices).
 type DydxWS struct {
-	Conn    *PriceConnector
-	Tracked []string // coin names like ["BTC", "ETH", ...]
+	Conn          *PriceConnector
+	Tracked       []string // coin names like ["BTC", "ETH", ...]
+	stopHeartbeat chan struct{}
+	heartbeatMu   sync.Mutex
 }
 
 type dydxSubscribeMsg struct {
@@ -53,6 +56,15 @@ func (d *DydxWS) Run(updateFn func(coin string, price, bid, ask float64)) error
 			log.Printf("[dYdX WS] Subscribe error: %v", err)
 		}
 
+		// B#4: Stop any previous heartbeat goroutine before starting a new one
+		d.heartbeatMu.Lock()
+		if d.stopHeartbeat != nil {
+			close(d.stopHeartbeat)
+		}
+		d.stopHeartbeat = make(chan struct{})
+		hbStop := d.stopHeartbeat
+		d.heartbeatMu.Unlock()
+
 		// dYdX requires JSON {"type":"ping"} every ~30s
 		go func() {
 			heartbeat := time.NewTicker(15 * time.Second)
@@ -65,6 +77,8 @@ func (d *DydxWS) Run(updateFn func(coin string, price, bid, ask float64)) error
 					if err := d.Conn.SendJSON(map[string]string{"type": "ping"}); err != nil {
 						log.Printf("[dYdX WS] Heartbeat send error: %v", err)
 					}
+				case <-hbStop:
+					return
 				case <-d.Conn.Done():
 					return
 				}
diff --git a/main.go b/main.go
index 3c73fb6..e26b0f1 100644
--- a/main.go
+++ b/main.go
@@ -2,6 +2,7 @@ package main
 
 import (
 	"bytes"
+	"context"
 	"fmt"
 	"io"
 	"log"
@@ -61,16 +62,21 @@ func main() {
 		log.Printf("[Trader] Automated trading DISABLED (set TRADE_ENABLED=1 or TEST_MODE=true in .env)")
 	}
 
+	// Context for graceful shutdown — replaces shared sigCh (B#1)
+	ctx, cancel := context.WithCancel(context.Background())
+	defer cancel()
+
 	sigCh := make(chan os.Signal, 1)
 	signal.Notify(sigCh, os.Interrupt, syscall.SIGUSR1)
 
 	// Collect symbols
-	var bnSymbols, bgSymbols, hlSymbols []string
+	var bnSymbols, bgSymbols, hlSymbols, dydxSymbols []string
 	var aevoSymbols []exchange.TrackedSymbol
 	for _, c := range TrackedCoins {
 		bnSymbols = append(bnSymbols, c.BN)
 		bgSymbols = append(bgSymbols, c.BG)
 		hlSymbols = append(hlSymbols, c.HL)
+		dydxSymbols = append(dydxSymbols, c.HL)
 		aevoSymbols = append(aevoSymbols, exchange.TrackedSymbol{
 			Coin:         c.Name,
 			InstrumentID: c.Name + "-PERP",
@@ -87,7 +93,7 @@ func main() {
 				})
 				log.Printf("[%s] WS error: %v (reconnecting...)", name, err)
 				select {
-				case <-sigCh:
+				case <-ctx.Done():
 					return
 				case <-time.After(3 * time.Second):
 				}
@@ -98,7 +104,7 @@ func main() {
 	startExchange("Binance", exchange.NewBinanceWS(bnSymbols).Run)
 	startExchange("HyperLiquid", exchange.NewHyperLiquidWS(hlSymbols).Run)
 	startExchange("Bitget", exchange.NewBitgetWS(bgSymbols).Run)
-	startExchange("dYdX", exchange.NewDydxWS(hlSymbols).Run)
+	startExchange("dYdX", exchange.NewDydxWS(dydxSymbols).Run) // B#9: use dedicated symbol list
 
 	log.Println("[Monitor] Waiting for initial data...")
 	time.Sleep(10 * time.Second)
@@ -131,6 +137,7 @@ func main() {
 				continue
 			}
 			log.Println("[Monitor] Shutting down...")
+			cancel() // B#1: cancel context to stop all WS goroutines
 			runLoop = false
 
 		case <-statusTick.C:
diff --git a/scanner.go b/scanner.go
index b651c9e..6102db9 100644
--- a/scanner.go
+++ b/scanner.go
@@ -4,6 +4,8 @@ import (
 	"log"
 	"sort"
 	"time"
+
+	"exchange-monitor/exchange"
 )
 
 // Exchange names
@@ -44,16 +46,9 @@ var TrackedCoins = []TrackedCoin{
 }
 
 // netProfit calculates net profit % after fees for a complete round trip (entry + exit).
+// B#6: Delegates to exchange.CalcNetProfit to eliminate formula duplication.
 func netProfit(buyPrice, sellPrice, buyFee, sellFee float64) float64 {
-	if buyPrice <= 0 || sellPrice <= 0 {
-		return 0
-	}
-	// Entry: buy at buyPrice (pay buyFee), sell short at sellPrice (pay sellFee)
-	cost := buyPrice * (1 + buyFee/100)
-	revenue := sellPrice * (1 - sellFee/100)
-	// Exit: sell long (pay sellFee), buy back short (pay buyFee)
-	// Total fees = 2 * (buyFee + sellFee), first round already in formula above
-	return (revenue/cost - 1)*100 - (buyFee + sellFee)
+	return exchange.CalcNetProfit(buyPrice, sellPrice, buyFee, sellFee, buyFee, sellFee)
 }
 
 // ScanArbWithFees checks all coins for arbitrage opportunities using a custom fee map.
diff --git a/trader.go b/trader.go
index 93eca21..8fb4436 100644
--- a/trader.go
+++ b/trader.go
@@ -625,6 +625,7 @@ func (t *Trader) restoreOpenPositions() {
 			AmountUSD:   tr.AmountUSD,
 			EntrySpread: *tr.EntrySpread,
 			ScaleLevels: tr.ScaleCount,
+			LastScaleAt: tr.OpenedAt, // B#3: prevent immediate scale-in bypass
 			StartedAt:   tr.OpenedAt,
 			Status:      "open",
 		}